-6.7%
RCL vs AEP
-4.6%
-2.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.2% |
| 7D | -5.1% | +1.8% | -6.9% | -4.8% |
| 30D | -19.0% | -0.8% | -18.2% | -19.1% |
| 3M | -9.6% | -1.8% | -7.7% | -9.8% |
| 6M | -6.7% | -5.4% | -1.3% | -9.0% |
| All | -6.7% | -4.6% | -2.1% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded AEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling